A stochastic calculus model of continuous trading: Complete markets (Q1838779)

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A stochastic calculus model of continuous trading: Complete markets
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    Statements

    title
    A stochastic calculus model of continuous trading: Complete markets (English)
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    author
    J. Michael Harrison
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    Stanley R. Pliska
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    publication date
    1983
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    zbMATH Keywords
    portfolio of securities
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    contingent claim valuation
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    Identifiers

    Mathematics Subject Classification ID
    60K30
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    60G44
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    60H10
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    60H05
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    zbMATH DE Number
    3806679
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